Related papers: Social Media Emotions and IPO Returns
Researchers often attribute social media's appeal to its ability to elicit flow experiences of deep absorption and effortless engagement. Yet prolonged use has also been linked to distraction, fatigue, and lower mood. This paradox remains…
Chatbots powered by artificial intelligence (AI) have rapidly become a significant part of everyday life, with over a quarter of American adults using them multiple times per week. While these tools offer potential benefits and risks, a…
We study the impacts of regime changes and related rule implementations on IPOs initial return for China entrepreneurial boards (ChiNext and STAR). We propose that an initial return contains the issuer fair value and an investors…
This paper provides a holistic study of how stock prices vary in their response to financial disclosures across different topics. Thereby, we specifically shed light into the extensive amount of filings for which no a priori categorization…
In this study, we will study investor attention measurement using the Search Volume Index in the recent market. Since 2009, the popularity of mobile devices and the spread of the Internet have made the speed of information delivery faster…
Information overload has become an ubiquitous problem in modern society. Social media users and microbloggers receive an endless flow of information, often at a rate far higher than their cognitive abilities to process the information. In…
We process private equity transactions to predict public market behavior with a logit model. Specifically, we estimate our model to predict quarterly returns for both the broad market and for individual sectors. Our hypothesis is that…
We propose a novel explanation for classic international macro puzzles regarding capital flows and portfolio investment, which builds on modern macro-finance models of experience-based belief formation. Individual experiences of past…
Macroeconomic variables are known to significantly impact equity markets, but their predictive power for price fluctuations has been underexplored due to challenges such as infrequency and variability in timing of announcements, changing…
AI-companion apps such as Replika, Chai, and Character.ai promise relational benefits-yet many boast session lengths that rival gaming platforms while suffering high long-run churn. What conversational design features increase consumer…
Can fully agentic AI nowcast stock returns? We deploy a state-of-the-art Large Language Model to evaluate the attractiveness of each Russell 1000 stock daily, starting from April 2025 when AI web interfaces enabled real-time search. Our…
The prospect of AI systems that I call ideal emotion recognition technologies (ERTs) is often defended on the assumption that social life would benefit from increased affective transparency. This paper challenges that assumption by…
The study discusses the main features which affect the IT companies valuation on the example of social networks. The relevance of the chosen topic is due to the fact that people live in the information age now, and information technologies…
We extract the sentiment from german and english news articles on companies in the DAX40 stock market index and use it to create a sentiment-powered pendant. Comparing it to existing products which adjust their weights at pre-defined dates…
To reach a broader audience and optimize traffic toward news articles, media outlets commonly run social media accounts and share their content with a short text summary. Despite its importance of writing a compelling message in sharing…
Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take…
What happens when the Supreme Court of the United States decides a case impacting one or more publicly-traded firms? While many have observed anecdotal evidence linking decisions or oral arguments to abnormal stock returns, few have…
This paper introduces a non-parametric framework to statistically examine how news events, such as company or macroeconomic announcements, contribute to the pre- and post-event jump dynamics of stock prices under the intraday seasonality of…
The explanation of AI results and how they are received by users is an increasingly active research field. However, there is a surprising lack of knowledge about how social factors such as emotions affect the process of explanation by a…
Early-stage firms play a significant role in driving innovation and creating new products and services, especially for cybersecurity. Therefore, evaluating their performance is crucial for investors and policymakers. This work presents a…